OpenMPController: Control Number of OpenMP Threads Dynamically

The OpenMPController package provides a function omp_set_num_threads()
to set the number of OpenMP threads to be used.
This may be useful, for example, when linking against a vendor
optimised BLAS/LAPACK library (e.g. the AMD Core Math
Library), since the defaults used by those libraries may not
be highly performant.